Testing for conditional independence of survival time from covariate
From MaRDI portal
(Redirected from Publication:6581409)
Cites work
- A new confidence region for the multinomial distribution
- An omnibus test for independence of a survival time from a covariate
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Bootstrap methods: another look at the jackknife
- Exchangeably weighted bootstraps of the general empirical process
- Goodness of fit problem and scanning innovation martingales
- scientific article; zbMATH DE number 4044951 (Why is no real title available?)
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Identifying nonlinear covariate effects in semimartingale regression models
- Kernel density and hazard rate estimation for censored dependent data
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
- Nonparametric inference for a family of counting processes
- Simultaneous confidence intervals for multinomial proportions.
- Survival Analysis with Median Regression Models
- Survival analysis. Techniques for censored and truncated data.
- The rate of strong uniform consistency for the multivariate product-limit estimator
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of a self-consistent estimator of the survival function with doubly censored data
This page was built for publication: Testing for conditional independence of survival time from covariate
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581409)
